Universal prediction of individual sequences

DOI10.1109/18.144706zbMATH Open0775.94076OpenAlexW2102426343MaRDI QIDQ4014142FDOQ4014142

Authors Meir Feder, Neri Merhav, Michael Gutman

Publication date 11 October 1992

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/23298ccbf84382b28ee5fa6f941a20f479d218fe

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Source coding (94A29)

Recommendations

• Finite-Memory Universal Prediction of Individual Sequences
• The complexity and effectiveness of prediction algorithms
• On Context-Tree Prediction of Individual Sequences
• Universal prediction of individual binary sequences in the presence of noise
• Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences

Cited in

(51)

• Universal prediction of individual binary sequences in the presence of noise
• scientific article; zbMATH DE number 826063 (Why is no real title available?)
• Randomized prediction of individual sequences
• A universal predictor based on pattern matching
• Chasing Ghosts: Competing with Stateful Policies
• Sequence complexity and work extraction
• Finite-Memory Universal Prediction of Individual Sequences
• On asymptotically optimal methods of prediction and adaptive coding for Markov sources
• Predictive stochastic complexity and model estimation for finite-state processes
• The prediction of sequences
• Efficient learning of typical finite automata from random walks
• Universal prediction of random binary sequences in a noisy environment
• Universal schemes for sequential decision from individual data sequences
• A conversation with James Hannan
• Conditional universal consistency.
• Regret in the on-line decision problem
• High-confidence predictions under adversarial uncertainty
• Some Stochastic Properties of Memoryless Individual Sequences
• Predicting a binary sequence almost as well as the optimal biased coin
• On delayed prediction of individual sequences
• Adaptive game playing using multiplicative weights
• A Bayesian approach to (online) transfer learning: theory and algorithms
• Prediction and dimension
• scientific article; zbMATH DE number 2086435 (Why is no real title available?)
• High-confidence predictions under adversarial uncertainty
• Similarity in languages and programs
• The complexity and effectiveness of prediction algorithms
• Universal probability-free prediction
• Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
• Fractal dimension and logarithmic loss unpredictability.
• Universal prediction
• Prediction with a short memory
• Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences
• Variable length Markov chains
• On the complexity of function learning
• On Context-Tree Prediction of Individual Sequences
• Universal Filtering Via Prediction
• Analysis of two gradient-based algorithms for on-line regression
• Optimal sequential probability assignment for individual sequences
• Upper estimate of partial prediction degree for general regular superevents
• Universal coding and prediction on ergodic random points
• On prediction of individual sequences
• A universal online caching algorithm based on pattern matching
• Relevant states and memory in Markov chain bootstrapping and simulation
• Model selection by sequentially normalized least squares
• Identification and Prediction
• A note on sequence prediction over large alphabets
• scientific article; zbMATH DE number 1552327 (Why is no real title available?)
• Algorithmic Learning Theory
• Universal sequences
• Online portfolio selection: a survey

This page was built for publication: Universal prediction of individual sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014142)